邦费罗尼校正
外观
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邦费罗尼校正(英语:Bonferroni correction)是统计学中在多重比较时使用的一种校正方法,以意大利数学家卡罗·埃米利奥·邦费罗尼的名字命名。
令为一组假设,为每一假设相对应的p值。同时,为零假设总数,则为实际为真的零假设总数。族错误率(familywise error rate,简称FWER)指拒绝至少一个实际为真的零假设(即出现至少一次第一类错误)的概率。此时,邦费罗尼校正是指拒绝所有的零假设。在应用邦费罗尼校正后,FWER满足。这一结论可以由布尔不等式证明:
邦费罗尼校正是一种相对保守的FWER控制方法,会增加出现第二类错误的概率。
参考文献
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